A Developed Algorithm For L Fuzzy Multistage Portfolio Optimization Model

  M Suresh Babu,  E. Keshava Reddy

Decision makers usually have to face many types of constraints like budget, human resource and etc., while undertaking any new projects. These constraints play a vital role to satisfy their requirements and guarantee profitable growth. The present work mainly indented to assist the decision makers in the task of selecting project portfolios. The workhas been approached by proposing a general nonlinear binary multi-objective mathematical model, which takes into account all the most important factors mentioned in the literature related with Project Portfolio Selection and Scheduling. Due to the existence of uncertainty in different aspects involved in the aforementioned decision task, some fuzzy parameters also incorporated into the model, which allow to represent information not fully known by the decision makers. The resulting problem is both fuzzy and multi objective. The results were compared with graphical tools, which indicated that the proposed model can be effectively incorporated to assist the decision making processes

Keywords- fuzzy portfolio- multistage portfolio- optimization model, algorithm- Project portfolio selection and Multiobjective programming fuzzy numbers.

Unique Identification Number - IJEDR1704010
Page Number(s) - 60-65
Pubished in - Volume 5 | Issue 4 | October 2017
DOI (Digital Object Identifier) -   
Publisher - IJEDR (ISSN - 2321-9939)

  M Suresh Babu,  E. Keshava Reddy,   "A Developed Algorithm For L Fuzzy Multistage Portfolio Optimization Model", International Journal of Engineering Development and Research (IJEDR), ISSN:2321-9939, Volume.5, Issue 4, pp.60-65, October 2017, Available at :http://www.ijedr.org/papers/IJEDR1704010.pdf